collaborators

1 paper

q-fin.MF2026

Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility

Xiaozhen Wang, Anaïs Després, Martin Dureau +1

Local-stochastic volatility (LSV) combines vanilla marginals with richer smile dynamics, but calibration requires a slow, noisy and sequential McKean--Vlasov fixed point. We learn…